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Pricing a Balance Guaranteed Swap on MBS

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hongjiren2000
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Posts: 4
Joined: January 11th, 2007, 9:03 am

Pricing a Balance Guaranteed Swap on MBS

June 12th, 2009, 3:51 am

Hi everyone. Was wondering if there were any published papers on pricing a balance guaranteed swap on MBS? I want to compare existing results with some of my own.Do you think it's worth publishing something on this product?
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vittycasas
Posts: 0
Joined: July 28th, 2014, 4:38 pm

Pricing a Balance Guaranteed Swap on MBS

August 1st, 2014, 1:24 pm

Hi, I am currently doing it, if you want we might exchange information or I could review it, if you want me to.
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Orbit
Posts: 36
Joined: October 14th, 2003, 5:34 pm

Pricing a Balance Guaranteed Swap on MBS

August 6th, 2014, 6:29 pm

Well it sounds cool. Can you guys elaborate on the structure of this thing?
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